+192.8%
PM vs SAP
+177.1%
+15.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.8% |
| 7D | -4.9% | -2.9% | -2.0% | -4.3% |
| 30D | -3.4% | +9.0% | -12.4% | -5.3% |
| 3M | +5.2% | +14.9% | -9.8% | +1.6% |
| 6M | +3.7% | +11.9% | -8.2% | +0.2% |
| YTD | +15.8% | -9.9% | +25.7% | +17.2% |
| 1Y | +17.4% | -19.5% | +36.9% | +21.9% |
| 3Y | +116.9% | +61.8% | +55.1% | +82.8% |
| 5Y | +117.3% | +56.2% | +61.1% | +82.4% |
| All | +192.8% | +177.1% | +15.7% | +74.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SAP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling